+137,736.4%
AMAT vs CPB
+325.7%
+137,410.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +5.0% |
| 7D | -1.5% | -8.6% | +7.1% | +0.2% |
| 30D | -14.8% | -7.2% | -7.6% | -13.7% |
| 3M | -9.3% | +0.9% | -10.2% | -10.4% |
| 6M | +27.4% | -11.8% | +39.2% | +29.0% |
| YTD | +77.6% | -19.4% | +97.0% | +82.5% |
| 1Y | +188.9% | -30.4% | +219.3% | +205.6% |
| 3Y | +202.3% | -40.2% | +242.4% | +223.0% |
| 5Y | +248.9% | -39.5% | +288.4% | +264.7% |
| 10Y | +1,585.2% | -47.4% | +1,632.6% | +1,660.8% |
| All | +137,736.4% | +325.7% | +137,410.7% | +66,945.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling